Accelerated superdiffusion of particles

We consider a new type of random walks of particles with a jump-like change in acceleration. The corresponding kinetic equations for the probability density of the particle coordinates are derived. The probability density is found to obey the fractional diffusion equation. In this case, both sub-and superdiffusion appear for a sufficiently rapidly decaying distribution of the random waiting times, which was not observed earlier and is a fundamentally new phenomenon in the theory of anomalous diffusion. __________ Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 48, No. 12, pp. 1077–1082, December 2005.     

Anomalous transport in fluid field with random waiting time depending on the preceding jump length

Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation.     

The non-isotropic two-dimensional random walk

Abstract

A formula is obtained for the joint probability density function of the angle and length of the resultant of an N-step non-isotropic random walk in two dimensions for arbitrary step angle and radius probability density and for any fixed number of steps. The problem is attacked by applying the theory of generalized functions concentrated on smooth manifolds. The analysis is presented initially for the case where only the angles are random. The characteristic function is defined for the walk in terms of angular and radial frequencies and the inversion is obtained in terms of a sum of Hankel transforms. The Hankel transform sum is transformed by showing that it can be interpreted in terms of the motions of the two-dimensional Euclidean plane corresponding to the rotations and translations resulting from a sequence of fixed steps. This transformation results in an expression involving integrations over two manifolds defined by delta functions. The properties of the manifolds defined by the delta functions are then considered and this results in some simplification of the formulae. The analysis is then generalized to the case where both the phase and length of each step in the walk are random. Finally, seven examples are presented including the general two-step walk and three walks which lead to generalized K density functions for the resultant.     

Anomalous transport in fluid fleld with random waiting time depending on the preceding jump length

Anomalous(or non-Fickian) transport behaviors of particles have been widely observed in complex porous media.To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields,in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced,and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived.As examples,two generalized advection-dispersion equations for Gaussian distribution and levy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation.     

The non-isotropic two-dimensional random walk

A formula is obtained for the joint probability density function of the angle and length of the resultant of an N-step non-isotropic random walk in two dimensions for arbitrary step angle and radius probability density and for any fixed number of steps. The problem is attacked by applying the theory of generalized functions concentrated on smooth manifolds. The analysis is presented initially for the case where only the angles are random. The characteristic function is defined for the walk in terms of angular and radial frequencies and the inversion is obtained in terms of a sum of Hankel transforms. The Hankel transform sum is transformed by showing that it can be interpreted in terms of the motions of the two-dimensional Euclidean plane corresponding to the rotations and translations resulting from a sequence of fixed steps. This transformation results in an expression involving integrations over two manifolds defined by delta functions. The properties of the manifolds defined by the delta functions are then considered and this results in some simplification of the formulae. The analysis is then generalized to the case where both the phase and length of each step in the walk are random. Finally, seven examples are presented including the general two-step walk and three walks which lead to generalized K density functions for the resultant.     

Transport by Molecular Motors in the Presence of Static Defects

The transport by molecular motors along cytoskeletal filaments is studied theoretically in the presence of static defects. The movements of single motors are described as biased random walks along the filament as well as binding to and unbinding from the filament. Three basic types of defects are distinguished, which differ from normal filament sites only in one of the motors’ transition probabilities. Both stepping defects with a reduced probability for forward steps and unbinding defects with an increased probability for motor unbinding strongly reduce the velocities and the run lengths of the motors with increasing defect density. For transport by single motors, binding defects with a reduced probability for motor binding have a relatively small effect on the transport properties. For cargo transport by motors teams, binding defects also change the effective unbinding rate of the cargo particles and are expected to have a stronger effect.     

DEM simulation of small particles clogging in the packing of large beads

The percolation of small particles through a periodic random loose packing of large beads is studied numerically with the Distinct Element Method. The representativity of periodic mono-sized sphere packing of varying system size was first studied by comparing their pore size distributions and tortuosities with those of a larger system, considered as an infinite medium. The results show that a periodic packing of size as low as 4-grain diameters gives a reasonable representation of the porous medium and allows reducing considerably the number of particles that has to be used in the simulations. The flow and clogging of small particles of varying concentrations and friction coefficients flowing through the former packing are then studied numerically. Results show that a steady state is rapidly reached where the mean velocity and mean vertical velocity of small particles are both constant. These mean velocities decrease with an increase in friction coefficient and in small particle concentration. The influence of the friction coefficient μ is much less marked for values of μ larger than or equal to 0.5. The distribution of small particles throughout the crossed packing becomes rapidly heterogeneous. Small particles concentrate in some pores where their velocity vanishes and where the density can reach values larger than the density of the random loose packing. The proportion of particles blocked in these pores varies linearly with concentration. Finally, the narrow throats of the porous medium responsible for blocking are identified and characterized for different values of the friction coefficient.     

Space–time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model

In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier–Laplace domain are discussed. The corresponding fractional diffusion equations are derived from the given asymptotic behaviors. Corresponding to the asymptotic behaviors of the joint probability density function in the Fourier–Laplace space, the asymptotic behaviors of the waiting time probability density and the conditional probability density for jump length are also discussed.     

Condensation in the Zero Range Process: Stationary and Dynamical Properties

The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between particles. We rigorously prove that for the stationary probability measure there is a background phase at some critical density and for large system size essentially all excess particles accumulate at a single, randomly located site. Using random walk arguments supported by Monte Carlo simulations, we also study the dynamics of the clustering process with particular attention to the difference between symmetric and asymmetric jump rates. For the late stage of the clustering we derive an effective master equation, governing the occupation number at clustering sites.     

Random walks with ‘spontaneous emission’ on lattices with periodically distributed imperfect traps

We study random walks on d-dimensional lattices with periodically distributed traps in which the walker has a finite probability per step of disappearing from the lattice and a finite probability of escaping from a trap. General expressions are derived for the total probability that the walk ends in a trap and for the moments of the number of steps made before this happens if it does happen. The analysis is extended to lattices with more types of traps and to a model where the trapping occurs during special steps. Finally, the Green's function at the origin G(0; z) for a finite lattice with periodic boundary conditions, which enters into the main expressions, is studied more closely. A generalization of an expression for G(0; 1) for the square lattice given by Montroll to values of z different from, but close to, 1 is derived.     

Random walks on lattices with randomly distributed traps I. The average number of steps until trapping

For a random walk on a lattice with a random distribution of traps we derive an asymptotic expansion valid for smallq for the average number of steps until trapping, whereq is the probability that a lattice point is a trap. We study the case of perfect traps (where the walk comes to an end) and the extension obtained by letting the traps be imperfect (i.e., by giving the walker a finite probability to remain free when stepping on a trap). Several classes of random walks of varying dimensionality are considered and special care is taken to show that the expansion derived is exact up to and including the last term calculated. The numerical accuracy of the expansion is discussed.     

Random walks on sparsely periodic and random lattices: I. Random walk properties from lattice bond enumeration

We have developed a new technique for calculating certain asymptotic random walk properties on sparsely periodic and related random lattices in two and three dimensions. This technique is based on an ansatz which relates the number of lattice bonds in “irreducible lattice fragments” to the number of steps along these bonds. We show that certain random walk properties can be calculated very simply on the basis of this ansatz and that they depend only on the density of bonds and not on the arrangement of the bonds within the lattice. The random walk properties calculated here (mean square displacements, number of distinct sites visited, probability of return to the origin) are in complete agreement with results obtained earlier via generating function techniques. A subsequent paper contains generating function calculations which verify a number of new results presented here, such as mean occupation frequency of lattice sites, and a proof of our basic assumption on the relation between the number of lattice bonds and random walk steps.     

Characterizing char particle fragmentation during pulverized coal combustion

A particle population balance model was developed to predict the oxidation characteristics of an ensemble of char particles exposed to an environment in which their overall burning rates are controlled by the combined effects of oxygen diffusion through particle pores and chemical reactions (the zone II burning regime). The model allows for changes in particle size due to burning at the external surface, changes in particle apparent density due to internal burning at pore walls, and changes in the sizes and apparent densities of particles due to percolation type fragmentation. In percolation type fragmentation, fragments of all sizes less than that of the fragmenting particle are produced. The model follows the conversion of particles burning in a gaseous environment of specified temperature and oxygen content. The extent of conversion and particle size, apparent density, and temperature distributions are predicted in time.Experiments were performed in an entrained flow reactor to obtain the size and apparent density data needed to adjust model parameters. Pulverized Wyodak coal particles were injected into the reactor and char samples were extracted at selected residence times. The particle size distributions and apparent densities were measured for each sample extracted. The intrinsic chemical reactivity of the char to oxygen was also measured in experiments performed in a thermogravimetric analyzer. Data were used to adjust rate coefficients in a six-step reaction mechanism used to describe the oxidation process.Calculations made allowing for fragmentation with variations in the apparent densities of fragments yield the type of size, apparent density, and temperature distributions observed experimentally. These distributions broaden with increased char conversion in a manner that can only be predicted when fragmentation is accounted for with variations in fragment apparent density as well as size. The model also yields the type of ash size distributions observed experimentally.     

Probability and complex quantum trajectories

It is shown that in the complex trajectory representation of quantum mechanics, the Born’s ΨΨ probability density can be obtained from the imaginary part of the velocity field of particles on the real axis. Extending this probability axiom to the complex plane, we first attempt to find a probability density by solving an appropriate conservation equation. The characteristic curves of this conservation equation are found to be the same as the complex paths of particles in the new representation. The boundary condition in this case is that the extended probability density should agree with the quantum probability rule along the real line. For the simple, time-independent, one-dimensional problems worked out here, we find that a conserved probability density can be derived from the velocity field of particles, except in regions where the trajectories were previously suspected to be nonviable. An alternative method to find this probability density in terms of a trajectory integral, which is easier to implement on a computer and useful for single particle solutions, is also presented. Most importantly, we show, by using the complex extension of Schrodinger equation, that the desired conservation equation can be derived from this definition of probability density.     

Average number and probability distribution of caustics in randomly inhomogeneous medium and behind a random phase screen

Formulas are derived for the average cross-sectional caustic density and the probability density of the distances to caustics behind a random phase screen. The constancy of the average number of caustics at great distances behind the screen as the probability density approaches zero is explained.Nizhny Novgorod Architecture and Construction Academy. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 37, No. 4, pp. 471–478, April, 1994.     

A New theory for evaluating the number density of inclusions in films

A new formulation derived from thermal characters of inclusions and host films for estimating laser induced damage threshold has been deduced. This formulation is applicable for dielectric films when they are irradiated by laser beam with pulse width longer than tens picoseconds. This formulation can interpret the relationship between pulse-width and damage threshold energy density of laser pulse obtained experimentally. Using this formulation, we can analyze which kind of inclusion is the most harmful inclusion. Combining it with fractal distribution of inclusions, we have obtained an equation which describes relationship between number density of inclusions and damage probability. Using this equation, according to damage probability and corresponding laser energy density, we can evaluate the number density and distribution in size dimension of the most harmful inclusions.     

Underlying probability distributions of the canonical ensemble

The canonical distributions are chi-square distributions which are derived from parent distributions for nonconjugate fluctuating thermodynamic variables. The probability distributions are generated by discrete random variables which are the number of degrees of freedom and the number of particles. Randomized sampling of the total number of degrees of freedom and total number of particles gives rise, respectively, to fluctuations in the energy and volume.     

Thermal conductivity of nanofluids and size distribution of nanoparticles by Monte Carlo simulations

Nanofluids, a class of solid–liquid suspensions, have received an increasing attention and studied intensively because of their anomalously high thermal conductivites at low nanoparticle concentration. Based on the fractal character of nanoparticles in nanofluids, the probability model for nanoparticle’s sizes and the effective thermal conductivity model are derived, in which the effect of the microconvection due to the Brownian motion of nanoparticles in the fluids is taken into account. The proposed model is expressed as a function of the thermal conductivities of the base fluid and the nanoparticles, the volume fraction, fractal dimension for particles, the size of nanoparticles, and the temperature, as well as random number. This model has the characters of both analytical and numerical solutions. The Monte Carlo simulations combined with the fractal geometry theory are performed. The predictions by the present Monte Carlo simulations are shown in good accord with the existing experimental data.     

Numerical study of random lasing in three dimensional amplifying disordered media

In this paper, the lasing action in three-dimensional active random systems has been numerically investigated. Here, random systems of spherical dielectric particles imbedded in an active medium are considered. The quasi steady state approximation for the population inversion of the active medium is applied to solve three dimensional governing equations. Results show that when the density of particles increases to an upper limit, the intensity of lasing modes is enhanced. Also, the effects of pumping rate and particle size on the number of lasing modes and their intensity are studied. Lasing threshold of laser modes in different disordered systems is calculated and it is shown that by an appropriate selection of the central frequency of gain line-shape, the output power intensity of random lasers increases. These results are in agreement with the experimental results observed by others.     

Two particle model for the diffusion of interacting particles in periodic potentials

The random motion of two interacting particles in a periodic potential with a finite number of sites is investigated as a model that may be applied to superionic conductivity. Starting from the Fokker-Planck-equation for the model and using an appropriate series expansion for the probability density, solutions for the frequency dependent conductivity are given. Explicit numerical results are shown for hard-core and Coulomb interaction in the range of intermediate and high friction constants.